# Copyright (c) Meta Platforms, Inc. and affiliates.
# All rights reserved.
#
# This source code is licensed under the license found in the
# LICENSE file in the root directory of this source tree.
#!/usr/bin/env python
# -*- coding: utf-8 -*-
import torch
import torch.optim
[docs]
class SGDScheduleFree(torch.optim.Optimizer):
r"""
Schedule-Free SGD
As the name suggests, no scheduler is needed with this optimizer.
To add warmup, rather than using a learning rate schedule you can just
set the warmup_steps parameter.
This optimizer requires that .train() and .eval() be called before the
beginning of training and evaluation respectively. The optimizer should
also be placed in eval mode when saving checkpoints.
"""
def __init__(self,
params,
lr=1.0,
momentum=0.9,
weight_decay=0,
warmup_steps=0,
r=0.0,
weight_lr_power=2,
foreach=hasattr(torch, "_foreach_mul_"),
):
if lr < 0.0:
raise ValueError("Invalid learning rate: {}".format(lr))
if weight_decay < 0.0:
raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
if momentum <= 0 or momentum >= 1:
raise ValueError("Momentum must be between 0 and 1 exclusive: {}".format(momentum))
defaults = dict(lr=lr,
momentum=momentum,
r=r,
k=0,
warmup_steps=warmup_steps,
train_mode=True,
weight_sum=0.0,
lr_max=-1.0,
weight_lr_power=weight_lr_power,
weight_decay=weight_decay,
foreach=foreach)
super().__init__(params, defaults)
[docs]
def eval(self):
for group in self.param_groups:
train_mode = group['train_mode']
momentum = group['momentum']
if train_mode:
for p in group['params']:
state = self.state[p]
if 'z' in state:
# Set p.data to x
p.data.lerp_(end=state['z'], weight=1-1/momentum)
group['train_mode'] = False
[docs]
def train(self):
for group in self.param_groups:
train_mode = group['train_mode']
momentum = group['momentum']
if not train_mode:
for p in group['params']:
state = self.state[p]
if 'z' in state:
# Set p.data to y
p.data.lerp_(end=state['z'], weight=1-momentum)
group['train_mode'] = True
[docs]
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
loss = closure()
for group in self.param_groups:
momentum = group['momentum']
lr = group['lr']
weight_decay = group['weight_decay']
k = group['k']
warmup_steps = group['warmup_steps']
if k < warmup_steps:
sched = (k+1) / warmup_steps
else:
sched = 1.0
lr = group['lr']*sched
weight_lr_power = group['weight_lr_power']
r = group['r']
lr_max = group['lr_max'] = max(lr, group['lr_max'])
weight = ((k+1)**r) * (lr_max**weight_lr_power)
weight_sum = group['weight_sum'] = group['weight_sum'] + weight
try:
ckp1 = weight/weight_sum
except ZeroDivisionError:
ckp1 = 0
if not group['train_mode']:
raise Exception("Not in train mode!")
active_p = [p for p in group['params'] if p.grad is not None]
for p in active_p:
if 'z' not in self.state[p]:
self.state[p]['z'] = torch.clone(p.data)
if group['foreach'] and len(active_p) > 0:
y, grad, z = zip(*[(p.data, p.grad, self.state[p]['z'])
for p in active_p])
# Apply weight decay
if weight_decay != 0:
torch._foreach_add_(grad, y, alpha=weight_decay)
# These operations update y in-place,
# without computing x explicitly.
torch._foreach_lerp_(y, z, weight=ckp1)
torch._foreach_add_(y, grad, alpha=lr*(momentum*(1-ckp1)-1))
# SGD step
torch._foreach_sub_(z, grad, alpha=lr)
else:
for p in active_p:
y = p.data # Notation to match theory
grad = p.grad.data
z = self.state[p]['z']
# Apply weight decay
if weight_decay != 0:
grad.add_(y, alpha=weight_decay)
# These operations update y in-place,
# without computing x explicitly.
y.lerp_(end=z, weight=ckp1)
y.add_(grad, alpha=lr*(momentum*(1-ckp1)-1))
# SGD step
z.sub_(grad, alpha=lr)
group['k'] = k+1
return loss
